+79.6%
AMZN vs MAR
+63.5%
+16.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | +0.5% |
| 7D | +0.8% | -1.7% | +2.5% | +1.6% |
| 30D | -6.4% | -6.9% | +0.5% | -3.2% |
| 3M | +4.8% | -15.8% | +20.6% | +13.4% |
| 6M | +20.5% | +1.9% | +18.6% | +17.2% |
| YTD | +11.3% | +6.6% | +4.7% | +4.7% |
| 1Y | +9.0% | +23.7% | -14.7% | -7.0% |
| All | +79.6% | +63.5% | +16.1% | +27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded MAR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling